+537.3%
ISRG vs PWR
+1,818.7%
-1,281.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | +2.1% | -11.2% | +13.3% | +5.0% |
| 30D | +6.2% | -17.4% | +23.5% | +11.3% |
| 3M | +14.4% | -11.7% | +26.1% | +16.5% |
| 6M | 0.0% | -21.7% | +21.7% | +4.3% |
| YTD | -20.5% | +38.3% | -58.8% | -35.1% |
| 1Y | -21.9% | +29.6% | -51.5% | -34.8% |
| 3Y | +62.2% | +236.1% | -174.0% | -15.0% |
| 5Y | +25.2% | +406.3% | -381.2% | -47.3% |
| 10Y | +537.3% | +1,796.7% | -1,259.4% | +29.8% |
| All | +537.3% | +1,818.7% | -1,281.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling